series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.0336783117481982,0.004077853784283208,8.258832594243707,2.816024118580073e-15,0.21138276790947474,0.39243104336505147,366 portfolio_equal,All,ETH,0.014404024750471051,0.003451132836157981,4.173709165743537,3.759401878429666e-05,0.21138276790947474,0.21462041513867344,366 portfolio_equal,All,funding_btc,0.028627091718832678,0.019713692201369423,1.4521425731119044,0.14733051468322464,0.21138276790947474,0.15261081950420155,366 portfolio_equal,All,funding_eth,-0.0036894170899063796,0.020030000125536167,-0.18419456149691962,0.853964248977106,0.21138276790947474,0.14577691909235677,366 portfolio_minvar,All,BTC,0.001124521713256877,0.0025155499113420094,0.4470281858398751,0.6551227847776231,0.025536626192039447,0.030462191737957108,366 portfolio_minvar,All,ETH,-0.0012310829522342696,0.002128937759732038,-0.5782615985867157,0.563448067525458,0.025536626192039447,-0.003304008627628892,366 portfolio_minvar,All,funding_btc,0.004920056650125836,0.012160999214957242,0.40457667689629356,0.6860283084088882,0.025536626192039447,0.14206956827443562,366 portfolio_minvar,All,funding_eth,0.015597920892013645,0.012356123516289761,1.2623636265411269,0.2076328543112942,0.025536626192039447,0.15354535155158788,366 portfolio_tangency,All,BTC,0.017968256248145926,0.0033613667133305697,5.345520968267784,1.6019332494310805e-07,0.10080264905610425,0.2727480079132849,366 portfolio_tangency,All,ETH,0.003952580522565732,0.0028447618900545413,1.3894240275026852,0.16556020120130868,0.10080264905610425,0.08794481501104665,366 portfolio_tangency,All,funding_btc,0.027392894246127297,0.016249957028357617,1.6857210267279024,0.09271362468392504,0.10080264905610425,0.15739552384828248,366 portfolio_tangency,All,funding_eth,-0.004036439147658068,0.0165106890172177,-0.2444743004637046,0.8070023965562853,0.10080264905610425,0.1361490645214622,366 portfolio_cvx,All,BTC,0.039177763058984884,0.00546404534841203,7.1701021058272865,4.2663497741751545e-12,0.20367591127787732,0.34200760656308987,366 portfolio_cvx,All,ETH,0.025102713705006933,0.004624282114488732,5.42845637085062,1.04534075302835e-07,0.20367591127787732,0.2666456172666565,366 portfolio_cvx,All,funding_btc,0.06559428370112598,0.02641500011306883,2.483221026702672,0.013473415701793846,0.20367591127787732,0.15755870628613855,366 portfolio_cvx,All,funding_eth,-0.037707488521276686,0.02683883111171092,-1.4049601625468446,0.16089302333598668,0.20367591127787732,0.12302142124113706,366 G3,All,BTC,0.11107499554559273,0.009684242771304058,11.469662437080316,3.536732603942896e-26,0.2762817058509095,0.5173181757816497,366 G3,All,ETH,-0.0019471185746587467,0.008195881949025728,-0.23757279408962292,0.8123472261624699,0.2762817058509095,0.009353601172987513,366 G3,All,funding_btc,-0.07306607574116966,0.04681682848282481,-1.5606797407896742,0.11947552441503595,0.2762817058509095,0.03472077141399615,366 G3,All,funding_eth,0.09759130949196079,0.04756800861094125,2.051616461184241,0.04092798219560145,0.2762817058509095,0.08586110567857136,366 G3_plus,All,BTC,0.039692770790940836,0.012344231814422402,3.215491363712542,0.0014197130785491515,0.1558361895711553,0.15902477823378303,366 G3_plus,All,ETH,0.07185872931259936,0.010447060146220405,6.878368489014281,2.6802687988486187e-11,0.1558361895711553,0.3346855937230762,366 G3_plus,All,funding_btc,0.17111357646933165,0.059676094172329566,2.8673722508580846,0.0043819087180059415,0.1558361895711553,0.13372914857340812,366 G3_plus,All,funding_eth,-0.13562929258445744,0.06063360234873893,-2.236866808677718,0.025905058042811423,0.1558361895711553,0.08349710947279582,366 Persistent,All,BTC,0.002732187057831001,0.004533528753971284,0.6026623423172639,0.5471117219514869,0.022519277341095267,0.03385792110092157,366 Persistent,All,ETH,-0.008132194867134264,0.0038367756114254217,-2.1195388239326896,0.03472699574162555,0.022519277341095267,-0.10213895633927149,366 Persistent,All,funding_btc,0.02938103836752241,0.021916575524680654,1.3405852722947473,0.1808981415321587,0.022519277341095267,0.09103919079586814,366 Persistent,All,funding_eth,-0.007411072768432776,0.022268228905399153,-0.33280925932263467,0.7394714532222466,0.022519277341095267,0.05947551049801499,366 QuantStrat,All,BTC,-0.018786706401571762,0.0027334853741406806,-6.872802971363143,2.7744075954747404e-11,0.13370096022553957,-0.3311903075387562,366 QuantStrat,All,ETH,-0.004163316868922132,0.002313378956404318,-1.7996692056856824,0.07274775492793496,0.13370096022553957,-0.06559500545968988,366 QuantStrat,All,funding_btc,-0.01292017222035372,0.01321457123118175,-0.9777216372988817,0.3288667551480239,0.13370096022553957,0.06596314035598476,366 QuantStrat,All,funding_eth,0.03069138750130394,0.013426600188121553,2.2858644088066655,0.022841087333423334,0.13370096022553957,0.10407686305431119,366
← year_2024